+58.5%
CHRW vs IWD
+73.8%
-15.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.3% |
| 7D | -0.1% | -0.6% | +0.5% | +0.5% |
| 30D | -4.3% | +3.6% | -7.9% | -7.0% |
| 3M | -7.4% | +2.7% | -10.1% | -9.4% |
| 6M | -20.7% | +13.2% | -33.9% | -28.7% |
| YTD | -15.9% | +26.8% | -42.6% | -30.9% |
| 1Y | -9.9% | +29.3% | -39.2% | -27.2% |
| 3Y | +79.0% | +85.1% | -6.2% | +7.5% |
| All | +58.5% | +73.8% | -15.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling